+858.8%
EL vs HBM
+613.3%
+245.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.1% |
| 7D | +0.8% | -6.4% | +7.1% | +2.0% |
| 30D | +19.8% | +5.9% | +13.9% | +18.6% |
| 3M | +25.7% | -8.9% | +34.6% | +26.6% |
| 6M | +5.4% | +10.7% | -5.2% | +1.6% |
| YTD | +0.2% | +38.3% | -38.1% | -7.5% |
| 1Y | +20.4% | +121.3% | -100.9% | +1.6% |
| 3Y | -32.1% | +450.6% | -482.7% | -52.2% |
| 5Y | -67.2% | +338.0% | -405.2% | -76.8% |
| 10Y | +31.7% | +578.6% | -546.9% | -24.1% |
| All | +858.8% | +613.3% | +245.5% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling